As first step, I suggest take a look at https://steamah.com/field-of-glory-empi ... sts-guide/
and then bookmark it. It is pretty much an essential reference guide for FOGE; at least I can remember (or so I believe) all the other relevant things in FOGE (the game mechanics are quite simple, and for most things the information is available on screen), but the buildings is different. It is hard to remember (at least it is for me) which buildings unlock which, and if there are any other factors affecting the buildings.
As for what to build first, I always look at the zero slot buildings. Clear Water, Public Works, Anchorage, Crafter District, Training Grounds, Tar Deposit. Of these Crafter District and Public Works are the ones behind which are more buildings than any other buildings, which makes them immensely important. Likewise, Anchorage unlocks also plenty options. Clear Water as such doesn't unlock anything, but it is essentially a free 5% chance to generate population.
As you probably well know, you need three buildings to unlock second tier buildings. This is another reason why the zero slot buildings are so nice. For example, with Ancorage and Crafter District built, you need just one more Yellow building to up get access to the second tier buildings.
When I make a decission what to build in region, the thought process goes something like this:
1) Is Public Works present? If not, can I build it? If I can, build it, else go to 2.
2) Is there any food generating buildings present? If yes, go to 3. If not, build a Flax field, Sheperd House, Salt Mine, Ranch or Fishery, or if none of these can be built go to 3.
3) Can I build Wood Cutter or Clay Pit? If I can, build it, else go to 4.
4) Is this a border region? If not, go to 5. If it is, can I build Palisade? Build it, else go to 5.
5) Can I build Clear Water? Build it, else go to 6.
6) Can I build Anchorage or Crafter District? Build one, else go to 7.
7) And so on
The idea is to open up access to Wood Cutter and Clay Pit as soon as possible, because they provide bonuses to many things, but making sure there is enough food for the population. Once you have the very basics (Public Works, some food provider, Woodcutter and/or Clay pit, Palisade, Clear Water, Anchorage) built, it is time to take a look at the trade goods in the neighbourhood, and start building up the industry (it is quite possible to have 2nd tier Yellow building up and running already when you have just 4 population in the region).
If it is the capital province, make sure you have enough military buildings to build Heavy infantry, and if it is a Multiplayer game make sure you can build Warships (warships and heavy warships aren't needed in singleplayer, but in multiplayer they are incredibly important).
Once you have the money making machines grinding you wealth, and military to make sure you do not face immediate destruction, it is time to start thinking about the culture buildings and actually winning the game